误差修正模型

  • 网络ECM;vecm;VEC;emc;error correction model ecm
误差修正模型误差修正模型
  1. 通过建立误差修正模型从短期和长期两个方面进一步说明了二者的数量关系。

    Through the establishment of ECM model , we further explain their quantity relationship in short-term as well as in long-term .

  2. 运用协整及误差修正模型估计不同阶段样本我国货币需求函数,分析金融创新环境下我国货币需求函数的变化趋势;

    Applying cointegration test and ECM to estimate Chinese money demand function s , the research analyses the trend of changes of Chinese money demand function through stage comparison .

  3. 基于误差修正模型的卫生总费用与GDP关系研究

    Estimation of Relationship Between Health Expenditures and GDP Using Error Correction Model

  4. 我国居民消费与GDP的误差修正模型研究

    The research of ECM on the relation between national resident consumption and GDP

  5. 天津财政收入与GDP关系的协整分析与误差修正模型研究

    Research on the joint analysis and the error correct model between the financial income and the GDP in Tianjin

  6. 平滑转移向量误差修正模型的非线性调节bootstrap检验

    Bootstrap testing for nonlinear adjustments in error-correction models of nonsmooth transition vector

  7. 论文用Granger因果检验、VAR模型、误差修正模型就这一影响进行了实证分析。

    This paper analyzes that effect quantitatively with Granger Causality Test , VAR model and Error Correction Model .

  8. 此外,本文还建立了一种基于前向(BP)神经网络的光纤传感器静态误差修正模型。

    Furthermore , an optical fiber sensor model of correcting static error based on BP artificial neural network ( ANN ) is set up in this paper .

  9. 误差修正模型显示短期内农业FDI对农产品出口结构通常存在滞后1年的影响。

    Furthermore , ECM indicates that the impact of agriculture FDI on the export structure of agricultural products usually has a lagged-term about a year .

  10. 并运用EG两步法建立二者之间的误差修正模型,得出了进口对经济增长的短期和长期作用。

    The Error Correction Model between them is built by EG two-step method with the correlative long-term effect and short-term effect on import .

  11. 对于序列平稳的行业,选取基于PANELDATA的分布滞后回归模型,对于数据不平稳但都是同阶单整序列的行业,用基于PANELDATA的误差修正模型来分析。

    For the stable sequence industries , we select distributed lag regression model based on panel data , else we use error correction model based on panel data to analyze whose data have the same order sequence .

  12. 在采用了误差修正模型,并使用BP神经网络的估计量替代模型观点收益向量后,得到了下一期的模型收益和资产配置结果。

    With the error correction model , and using BP neural network prediction results as view returns vector , we get the expected returns and asset allocation results in next issue .

  13. 本章先通过建立VAR模型和向量误差修正模型,运用协整、脉冲响应以及方差分解的方法,对比分析从2002年至今的货币政策工具的实施效果。

    This chapter compares different effects since 2002 by establishing VAR , VEC model and using methods of co-integration , impulse response and variance decomposition .

  14. 信贷资金一直是中国农业资金最重要的来源之一,误差修正模型对1978~2001年间中国农业GDP与农业信贷作出了Granger因果关系检验。

    Based on co-integration analysis and the error correction model , the Granger causality of agri-GDP and agri-credit in China ( 1978-2001 ) is tested .

  15. 并通过自回归模型和误差修正模型,对各变量之间的长期和短期因果关系进行了Granger检验。

    And with autoregressive model and error-correction model , this paper tests the Granger causation of long-term and short-term relationship among variables .

  16. 该文应用Granger因果关系检验、协整分析和误差修正模型,对我国广义货币流动性(M1/M2)作了实证研究。

    This paper carries out a positive research on liquidity of general money using Granger causality test , cointegration approach and error correction model .

  17. 利用E-G两步法构建误差修正模型(ECM)研究短期偏离的情况。

    Then study the short-term deviation constructing error correction model ( ECM ) using E-G two-step method .

  18. 在中国1997到2003年间房地产市场与金融市场的月度数据基础上,建立了两个市场之间相互作用的误差修正模型(ECM模型)。

    This paper presents the error correction model based on monthly data of the real estate market and financial market from 1997 to 2003 in China .

  19. 并且在制定套期保值策略时,由于条件的套期保值策略充分利用了最新的信息,运用GARCH误差修正模型显得比其它套期保值技术更加优越。

    Conditional hedging consistently outperforms other hedging strategies because the GARCH error-correction models utilize the most up-dated information when making hedging decisions .

  20. 最后通过建立误差修正模型,能源消费的短期波动一方面是GDP波动的影响,另一方面是偏离长期均衡的影响。

    Finally , from establishing a Error-Correction model , we can know that the short-time fluctuation of energy consumption affected by the change of GDP , and also the deviation of the long-term balance .

  21. 通过对季度数据的Granger因果检验和向量误差修正模型分析,本文发现出口增加对税收有持续的正面影响。

    Empirical evidences based on Granger causality test and a vector error correction model show that export shock has long and positive effects on the tax .

  22. 本文提出了基于FFA价格和TC价格的向量误差修正模型VECM(TC,FFA),提高了即期运价的预测精度。

    The paper establishes a Vector Error Correction model based on TC price and FFA price , increasing the prediction of the future spot freight rates .

  23. 得出它们的协整方程以及误差修正模型(ECM),反映了股票价格指数与宏观经济变量的长期静态和短期动态影响关系。

    Then , we obtain their co-integration and error correction model equation ( ECM ), which reflects the long-term static and short-term dynamic relationship between the stock price index and macroeconomic variables .

  24. 本文运用多变量向量自回归模型(VAR)的协整分析方法与向量误差修正模型对我国外汇储备与物价指数之间的关系进行了实证检验。

    The paper analyses the relationships between the foreign reserves of China and the price index based on the cointegration method and vector error correction model of a variable vector auto-regressive ( VAR ) model .

  25. 对江苏省金融发展与经济增长的指标序列进行了向量协整检验并建立了向量误差修正模型(VEC)。

    We establish the vector cointegration test and vector error correction model ( VEC ) for Jiangsu province financial development and economic growth series .

  26. 在实证方法上,本文运用季度数据,使用向量误差修正模型(VECM)探讨研究对象的金融发展与GDP增长的长短期因果关系。

    As to the empirical method , this paper introduces the VEC model and uses quarter data to study causal relationship between financial development and GDP .

  27. 运用协整理论、误差修正模型等动态计量方法揭示了LNG储运中心建设投资对经济增长的作用规律。

    Using the dynamic measurement method , such as cointegration theory , error correction model , and so on , reveals the effect of the LNG storage and transportation center construction investment on economic growth .

  28. 误差修正模型(ECM)作为一种具有特定形式的重要的计量经济学模型,在研究非平稳时间序列以及序列间协整关系方面具有较好的效果。

    As a kind of important econometric model in specific forms , error correction model ( ECM ) has a better effect in the study of non stationary time series and co-integration relationship of series .

  29. 然后利用上述理论模型中包含的影响因素构建误差修正模型(ECM),分析不确定性、流动性约束等因素对于消费的短期和长期影响。

    This paper used influencing factors included in the above theoretical model to build Error Correction Model ( ECM ), analyzing uncertainty , liquidity constraints and other factors ' short-term and long-term effects on consumption .

  30. 然后,采用了Johansen协整检验与误差修正模型研究了我国城镇居民家庭消费支出和通货膨胀之间的关系。

    Then , the relationship between urban consumption and inflation in China was studied by means of Johansen Test and Error Correction Model .